-57.7%
Z vs CLBK
+63.8%
-121.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +0.8% | +0.9% | 0.0% | +0.5% |
| 30D | +5.2% | +3.4% | +1.8% | +4.0% |
| 3M | -17.0% | -4.3% | -12.8% | -16.0% |
| 6M | -22.7% | +28.4% | -51.0% | -29.6% |
| YTD | -56.3% | +59.4% | -115.7% | -62.3% |
| 1Y | -57.7% | +64.8% | -122.5% | -65.4% |
| All | -57.7% | +63.8% | -121.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling